ISYE6189 - Deterministic Optimization and

Stochastic Processess

Knapsack Problem
Branch and Bound
Kumara Dharaka, S.T., M.Sc.
Knapsack Problem using
Branch and Bound

2
 Knapsack Problem

• Positive integer P1, P2, …, Pn (profit)

W1, W2, …, Wn (weight)
M (capacity)
Knapsack Problem
 Knapsack Problem
How to find the upper
bound?
Ans: by quickly finding a feasible solution in
a greedy manner: starting from the
smallest available i, scanning towards the
largest i’s until M is exceeded. The upper
bound can be calculated.
 Knapsack Problem
How to find the upper
bound?
• E.g. n = 6, M = 34
i 1 2 3 4 5 6

Pi 6 10 4 5 6 4

Wi 10 19 8 10 12 8

(Pi/Wi  Pi+1/Wi+1)

• A feasible solution: X1 = 1, X2 = 1, X3 = 0, X4 = 0,
X5 = 0, X6 = 0
-(P1+P2) = -16 (upper bound)
Any solution higher than -16 can not be an optimal solution.
 Knapsack Problem
How to find the lower
bound?
• Ans: by relaxing our restriction from Xi = 0
or 1 to 0  Xi  1 (knapsack problem)
 The knapsack problem
• We can use the greedy method to find an optimal
solution for knapsack problem.
• For example, for the state of X1=1 and X2=1, we have 
X1 = 1, X2 =1, X3 = (34-6-10)/8=5/8, X4 = 0, X5 = 0, X6
=0
-(P1+P2+5/8P3) = -18.5 (lower bound)
-18 is our lower bound. (We only consider integers,
since the benefits of a 0/1 knapsack problem will be
integers.)
 
 How to expand the tree?
• By the best-first search scheme
• That is, by expanding the node with the best
lower bound. If two nodes have the same
lower bounds, expand the node with the
lower upper bound.
• Node 2 is terminated because its lower
bound is equal to the upper bound of node
14.
• Nodes 16, 18 and others are terminated
because the local lower bound is equal to
the local upper bound.
(lower bound  optimal solution  upper
bound)
Thank You